Oooh, very specific to SEA. Yeah, the Japanese markets and Korean delis wouldn't carry them. You can find lemongrass in some upscale supermarkets. But kaffir lime leaves are more difficult to locate. I agree with MMRuth -- Kalustayan's is your best bet. Not too far from the 6 train.

gwatcheater, the Thai place on Mosco Street in Chinatown ships if you don't want to head downtown. They had lemongrass but were out of kaffir lime leaves this weekend. I also saw lemongrass at one other market (street) in Chinatown. I'm sure others have it as well.